An alternative REML estimation of covariance matrices in linear mixed models

DOI10.1016/J.SPL.2012.12.028MaRDI QIDQ1950752zbMATH OpenOpenAlexFDO

Authors Erning Li, M. Pourahmadi

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.12.028

zbMATH Keywords

Cholesky decompositioncovariance matriceslongitudinal datamixed modelsrestricted or residual maximum likelihood (REML)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Recommendations

• Modeling of covariance structures of random effects and random errors in linear mixed models
• Estimation of covariance matrices in fixed and mixed effects linear models
• Estimations of covariance components in mixed linear models
• Improved estimates of the covariance matrix in general linear mixed models
• Improved ANOVAE of the covariance matrix in general linear mixed models

Cites work

• A direct derivation of the REML likelihood function
• Assessing normality in random effects models
• Bayesian inference for variance components using only error contrasts
• Conditional Estimation for Generalized Linear Models When Covariates Are Subject‐Specific Parameters in a Mixed Model for Longitudinal Measurements
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Joint Models for a Primary Endpoint and Multiple Longitudinal Covariate Processes
• Likelihood and pseudo-likelihood methods for semiparametric joint models for a primary endpoint and longitudinal data
• Linear and generalized linear mixed models and their applications.
• Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
• Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
• Misspecified maximum likelihood estimates and generalized linear mixed models
• Modelling conditional covariance in the linear mixed model
• On modelling mean-covariance structures in longitudinal studies
• Random-Effects Models for Longitudinal Data
• The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data

Cited in

(2)

• A marginalized multilevel model for bivariate longitudinal binary data
• Flexible Modelling of the Covariance Matrix in a Linear Random Effects Model

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